Digital information is a wonderful thing. But the reality is that every digital conversion carries some risk of file corruption. So, if you don't have to convert, why should you? I regard the risk of this to be extremely small, and the validation routines for DNGs seem to balance that concern for me.
If you've got quite a few images to import (more than a few hundred), converting to DNGs takes a bit of time. I was watching a video by Adobe's Julieanne Kost. She mentioned that while she eventually converts her images to DNG, she doesn't convert on import. She likes to do an edit first. Only when she's done a cull does she convert the keepers to DNGs. That way she's not converting files she not going to use anyway. If I was a more prolific photographer, I might see that argument as compelling. As it is, I hardly feel the pinch.
Kost's has mentioned another Lightroom tactic that only works if you don't rename your files on import. Lightroom, of course, records that image's name into metadata on import. If you subsequently change the name, however, Lightroom remembers that original name and keeps it stored in your metadata as well. Knowing that original name makes finding the backup RAW a breeze. I rename on import, so the tactic doesn't work for me. But my backed up RAWs are stored by date, so I can find an original image without much trouble.(Renaming files has a bad name with some Lightroom users. It might be a worthwhile topic for another day.)
One way trip
You can't go back again once you've converted to DNG. If you want to work with the original file in the camera makers software, you'll need to keep the original files. Frankly, I don't keep any camera company's software on my computer. It's a benefit of DNG and Lightroom that I don't feel I have to.
As I recall, I read this on the Luminous Landscape: Because the metadata that's otherwise in the a"sidecar" file is incorporated into the DNG file itself; if you have a backup program, it will read any change to the metadata as a change in the DNG—and will have to backup the full file. And for medium format shooters, those are big files. If you stick with the original format, however, any changes only affect the sidecar file, that's tiny in comparison. And the backup software only needs to record that small change.
That seems to be a compelling argument for using the proprietary format if you're a medium format shooter. The only thing that might tip the balance back toward DNG is the "tiling" of data within the latest incarnations of the DNG format. That "tiling" allows multi-core processor to work with those large files more quickly.